+1.4%
CMS vs AMRZ
-19.2%
+20.6%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.9% |
| 7D | +0.2% | -4.7% | +4.8% | +0.2% |
| 30D | -1.3% | -11.3% | +10.0% | -1.2% |
| 3M | -5.4% | -22.1% | +16.7% | -5.3% |
| 6M | -10.3% | -29.6% | +19.3% | -10.4% |
| YTD | -0.2% | -23.3% | +23.1% | 0.0% |
| 1Y | -0.9% | -23.7% | +22.9% | -0.3% |
| All | +1.4% | -19.2% | +20.6% | +2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AMRZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling